+963.5%
HOOD vs MXL
+209.6%
+753.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -3.2% |
| 7D | +7.7% | +19.0% | -11.2% | +3.8% |
| 30D | +22.0% | +4.5% | +17.5% | +20.0% |
| 3M | +37.6% | -1.5% | +39.1% | +31.8% |
| 6M | +45.3% | +348.6% | -303.3% | -22.5% |
| YTD | +1.9% | +310.3% | -308.3% | -44.4% |
| 1Y | -2.7% | +344.7% | -347.4% | -49.0% |
| All | +963.5% | +209.6% | +753.9% | +432.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling